-97.3%
ADVB vs URA
+39.0%
-136.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +3.9% |
| 7D | -13.9% | -4.1% | -9.8% | -13.6% |
| 30D | -68.1% | -19.0% | -49.1% | -67.9% |
| 3M | -73.4% | -25.1% | -48.2% | -73.2% |
| 6M | -70.8% | -44.5% | -26.3% | -70.4% |
| YTD | -66.1% | -24.3% | -41.8% | -66.5% |
| 1Y | -77.5% | -28.1% | -49.4% | -77.9% |
| All | -97.3% | +39.0% | -136.3% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling